+69.1%
ISRG vs BIIB
+9.9%
+59.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | +5.4% | +2.4% | +3.1% | +4.9% |
| 30D | +8.6% | +12.9% | -4.3% | +5.6% |
| 3M | +21.6% | +22.6% | -1.0% | +16.0% |
| 6M | +2.3% | +31.7% | -29.4% | -4.0% |
| YTD | -18.7% | +44.8% | -63.5% | -25.5% |
| 1Y | -17.8% | +63.9% | -81.7% | -26.6% |
| 3Y | +69.1% | +13.5% | +55.6% | +55.7% |
| All | +69.1% | +9.9% | +59.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling